Washington also evacuated all non-emergency staff from its consulate in the Pakistani city of Lahore, citing "specific threats".
The Wall Street Journal cited an anonymous US official as saying the leader of Al-Qaeda in the Arabian Peninsula (AQAP), Nasser al-Wuhayshi, masterminded the plot that sparked the global alert.
Previous reports said Wuhayshi had been ordered on the offensive by Al-Qaeda's overall leader, Ayman al-Zawahiri.
But the US official said an intercepted communication had shown that Zawahiri merely approved an operation that had been drawn up in Yemen.
US officials have not said what they think the targets were, but they have closed 19 embassies and diplomatic missions until at least the end of the week.
A spokesman for the US embassy in Islamabad said the evacuation of all non-essential staff there was not linked to the alert that prompted the closure of embassies and consulates in the Middle East and Africa.
The move came as Pakistan's troubled southwestern city of Quetta, focus of a surge in sectarian bloodshed, was hit by its second attack in two days as gunmen shot dead at least nine people outside a mosque today.
Yemen's northern neighbour Saudi Arabia, meanwhile, said it has arrested two suspected Al-Qaeda members who may have been plotting against Western diplomatic missions in the Middle East.
The two, a Yemeni and a Chadian, had contacts with AQAP, state news agency SPA quoted interior ministry spokesman General Mansur al-Turki as saying.
AQAP, formed in January 2009 in a merger of the Yemeni and Saudi branches of Al-Qaeda, is viewed by Washington as the most active branch of the worldwide jihadist network.
The first attack at dawn, presumed to have been launched by an American drone, targeted two cars bearing members of Al-Qaeda in the Shabwan area of the Maarib region east of the capital, and killed six of them, a tribal official said.
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